IGV vs. ORCL
IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, IGV returned 15.87%/yr vs 18.60%/yr for ORCL. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
IGV vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, IGV achieves a -14.18% return, which is significantly lower than ORCL's -4.95% return. Over the past 10 years, IGV has underperformed ORCL with an annualized return of 15.87%, while ORCL has yielded a comparatively higher 18.60% annualized return.
IGV
- 1D
- -0.24%
- 1M
- -1.18%
- YTD
- -14.18%
- 6M
- -16.00%
- 1Y
- -14.65%
- 3Y*
- 10.04%
- 5Y*
- 3.91%
- 10Y*
- 15.87%
ORCL
- 1D
- 0.02%
- 1M
- -4.57%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
IGV vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | -14.18% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between IGV and ORCL is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.67 |
The correlation between IGV and ORCL has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
IGV vs. ORCL — Risk / Return Rank
IGV
ORCL
IGV vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and Oracle Corporation (ORCL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IGV | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.04 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.12 | -0.30 |
| Martin ratioReturn relative to average drawdown | -0.87 | -0.20 | -0.67 |
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Drawdowns
IGV vs. ORCL - Drawdown Comparison
The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for IGV and ORCL.
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Drawdown Indicators
| IGV | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -84.19% | +20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -58.25% | +21.64% |
Max Drawdown (3Y)Largest decline over 3 years | -36.61% | -58.25% | +21.64% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -58.25% | +12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -58.25% | +12.40% |
Current DrawdownCurrent decline from peak | -23.00% | -43.48% | +20.48% |
Average DrawdownAverage peak-to-trough decline | -14.45% | -29.11% | +14.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.55% | 35.41% | -17.86% |
Volatility
IGV vs. ORCL - Volatility Comparison
The current volatility for iShares Expanded Tech-Software Sector ETF (IGV) is 12.57%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that IGV experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGV | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.57% | 23.44% | -10.87% |
Volatility (6M)Calculated over the trailing 6-month period | 24.80% | 43.42% | -18.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.06% | 65.91% | -37.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.92% | 42.16% | -14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 35.12% | -8.73% |
Dividends
IGV vs. ORCL - Dividend Comparison
IGV has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Frequently Asked Questions
IGV and ORCL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to IGV (12.57%). In terms of maximum drawdown, IGV dropped -63.45% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (-0.11 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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